Dedicated to fostering the profession of quantitative finance

The IAQF is a not-for-profit, professional society dedicated to fostering the profession of quantitative finance by providing platforms to discuss cutting-edge and pivotal issues in the field.


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Upcoming Events

    • 29 Sep 2022
    • 5:00 PM - 7:00 PM (EDT)
    • Zoom Panel
    Register

    Join the IAQF for virtual presentations and conversations with the winners of the IAQF Academic Case Competition

    Zoom Event

    Registration is Complimentary for All


    Moderator:

    Richard Lindsey, IAQF Board Chair


    Schedule of Events:

    Introductions & Presentation of Problem

    Questions to Each of the Team 

    Following an overview of the problem that students were asked to work on, the moderator turn it over to each of the Teams who have 10 minutes to discuss how they came to their conclusion.

    This will be followed by questions to the students 

    The Winning Teams:

    Team Short Squeezers from UC Berkeley, Haas School, Master of Financial Engineering. The team was led by student team captain Pradeepta Das. Team members included Akash Verma, Chunyan Lei, Zhuoyuan Xu, Sarthak Sagar, and Sheldon Bernard. The team worked under the direction of Kevin Coldiron and Linda Kreitzman.

    Team Greek Gods from Carnegie Mellon University, Master of Science in Computational Finance. The team was led by student team captain Abhijith Venkat. Team members included Jasmine Lim, Jinxia Ouyang, Mengyue Tai, Revanth Boppana, and Xiangyin Chen. The team worked under the direction of Richard Bryant.

    Team One Price from Cornell University, Master of Financial Engineering. The team was led by student team captain Evan Kurzman. Team members included Payton Martin, William Line, Kelvin Sun, Peter Emanuel, and Vishad Bhalodia. The team worked under the direction of Sasha Stoikov.

    Team Superficial Intelligence from Johns Hopkins University, Master of Science in Engineering in Financial Mathematics. The team was led by student team captain Kefan Zhuo. Team members included Hsueh-Wei Chen, Yawen Hu, Yuhan Ma, Chris Qian, and Chi Yu Yeh. The team worked under  the direction of David Audley and John Miller. 

    Team Five+1 Guys from New York University, Tandon School of Engineering, Masters in Financial Engineering. The team was led by student team captain Jiaqi Liang. Team members included Chi Wang Chau, Guojun Chen, Jiarui Li, Wenyi Huang, and Wu-Yen Sun. The team worked under the direction of Ron Slivka. 

    Team Alpha from New York University, Tandon School of Engineering, Masters in Financial Engineering. The team was led by student team captain Xingyuan Ding. Team members included Levi Lan, Jie Zhou, Shuman Pan, Qiaomin Wang, and Chenwei Wu. The team worked under the direction of Ron Slivka. 

Latest News

July 12, 2022

The IAQF Announces the Winners of the Eleventh Annual IAQF Academic Affiliate Membership

Student Competition

New York, NY, July 12th, 2022 -- The International Association for Quantitative Finance (http://www.iaqf.org) is pleased to announce the winners of the Eleventh Annual Academic Affiliate Membership Student Competition. Twenty-five teams representing fourteen academic programs submitted papers in response to this year's competition problem which focused on predicters of the state of the market. The full problem can be found on the IAQF Site hereThe competition submissions went through a blind, multi-level selection process and were reviewed by a judging panel comprised of IAQF Board Members. Six teams were selected as winners. The winning papers are available below.

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Douglas Breeden

Douglas Breeden is William Priest Professor and former Dean of Duke’s Fuqua School.  He served at Chicago, Stanford, North Carolina and Fischer Black Visiting Professor at MIT, winning ”Outstanding Teacher.”

Breeden published seminal research on insurance prices implicit in options, and Consumption CAPM. His “Central Bank Policy Impacts on Insurance Prices,” won Q-Group’s Roger Murray Prize and was presented globally to central banks.

Breeden was elected to the AFA Board and lifetime Fellow.  The IAQF named Breeden “Financial Engineer of the Year.”

Breeden holds a Stanford Ph.D., and S.B. from M.I.T., was Co-founder of Smith Breeden and on Commonfund’s Board.

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